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Full Nesterov–Todd step infeasible interior-point method for symmetric optimization
European Journal of Operational Research, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
C Roos
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On the convergence of an infeasible primal-dual interior-point method for convex programming
Optimization Methods and Software, 1994We consider the infeasible primal-dual algorithm for smooth convex programming recently introduced by Vial [15]. We show, under mild assumptions, that a “SUMT” or “long-step path following” version of the algorithm is globally convergent. The stepiength on each iteration is based on a merit function which is a modification of the potential function ...
Kurt M Anstreicher
exaly +2 more sources
In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLC...
Ximei Yang, Hongwei Liu, Yinkui Zhang
+4 more sources
An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
Optimization Methods and Software, 2002This article describes an infeasible interior-point (IP) method for solving monotone variational inequality problems with polyhedral constraints and, as a particular case, monotone nonlinear complementarity problems. The method determines a search direction by solving, possibly in an inexact way, the Newton equation for the central path.
GASPARO M. G +2 more
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An Infeasible-Interior-Point Method for Linear Complementarity Problems
SIAM Journal on Optimization, 1997For the linear complementarity problem (LCP) of the form: determine a vector pair \((x,z)\) satisfying \(Mx-c=z\), \(x^{T}z= 0\), \((x,z) \leq {\mathbf 0}\), where \(x,z,c \in {\mathbb{R}}^{n}\) and \(M \in {\mathbb{R}}^{n}\times {\mathbb{R}}^{n}\), the authors propose an infeasible-interior-point algorithm based on a method being a modification of a ...
Evangelia M. Simantiraki +1 more
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An interior point method for nonlinear programming with infeasibility detection capabilities
Optimization Methods and Software, 2014This paper describes an interior point method for nonlinear programming endowed with infeasibility detection capabilities. The method is composed of two phases, a main phase whose goal is to seek optimality, and a feasibility phase that aims exclusively at improving feasibility.
Jorge Nocedal +2 more
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New infeasible interior-point algorithm based on monomial method
Computers & Operations Research, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yi-Chih Hsieh, Dennis L. Bricker
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Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming
Numerical Algorithms, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ismail I. Idriss, Wolfgang V. Walter
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A truncated primal-infeasible dual-feasible network interior point method
Networks, 2000Summary: The authors introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum-cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting ...
Luis F. Portugal +3 more
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Applying Infeasible Interior Point Method to SQP for Constrained Nonlinear Programming
2008 International Conference on Computer Science and Software Engineering, 2008Active set (AS) method suffers deteriorating performance and premature convergence when it is faced with a nonlinear programming problem (NLP) consisting of several inequality constraints. Thus, we propose an SQP/IPM algorithm that uses infeasible interior point method (IIPM) for solving quadratic programming (QP) subproblems.
Hassan A. Bashir +2 more
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